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Take the pot off the heat and carefully pour in the brandy. Ignite the brandy with a long kitchen match and let burn until the flame subsides. Return the pot to the heat, sprinkle in the flour, give it a stir, and cook for another 2 minutes. Now add water to cover and deglaze, scraping up all the browned bits on the bottom of the pot with a wooden spoon. Add the cream and bring to a boil. Immediately turn the heat down to low and gently simmer until the soup is reduced and thickened, 30 to 45 minutes. Strain into a clean pot and season with salt and pepper.
Chop the shrimp. Return the bisque to a simmer, add the shrimp and cook 2 to 3 minutes just to cook the shrimp through. Give the bisque a final taste for seasoning, pour it into warmed soup bowls and serve garnished with the orange zest and chives.